V-Lab: Tokyo Dome Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Tokyo Dome Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 23rd, 2021:1.93% (+0.05%)

Analysis last updated: Thursday, April 22, 2021 at 10:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1469	4.94
$α$	0.0810	128.21
$β$	0.9990	4269.23
$ν$	5	77.78

Estimation Period:
Jan 3, 1990 to Apr 16, 2021